monte carlo method implemented on matlab : presentation + demo source code on matlab
File list:
MonteCarlo
.........\Demos
.........\.....\LakeArea
.........\.....\........\ConfidenceIntervalInMC.m
.........\.....\........\CreateConvexPolygon.m
.........\.....\........\EstimateAreaMC.m
.........\.....\........\MainLakeArea.m
.........\.....\........\TestPolyGon.m
.........\.....\MyMC
.........\.....\....\MonteCarlo.m
.........\.....\PortSim
.........\.....\.......\Equities.mat
.........\.....\.......\GetOptionPrice.m
.........\.....\.......\WebinarScript.m
.........\.....\VarReduction
.........\.....\............\BlsHalton.m
.........\.....\............\BlsMC.m
.........\.....\............\BlsMCAV.m
.........\.....\............\BlsMCCV.m
.........\.....\............\BlsSobol.m
.........\.....\............\FillBetween.m
.........\.....\............\VanillaPricingUsingDifferentMethods.m
.........\MonteCarlo_Simulations_english.ppt
.........\readme.txt
.........\Simulations_Monte_Carlo_french.ppt
.........\Thumbs.db